Definition:Weakly Stationary Stochastic Process

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Definition

Let $S$ be a stochastic process giving rise to a time series $T$.

$S$ is weakly stationary of order $f$ if and only if its moments up to some order $f$ depend only on time differences.

Such a condition is known as weak stationarity of order $f$.


Sources

Part $\text {I}$: Stochastic Models and their Forecasting:
$2$: Autocorrelation Function and Spectrum of Stationary Processes:
$2.1$ Autocorrelation Properties of Stationary Models:
$2.1.3$ Positive Definiteness and the Autocovariance Matrix: Weak stationarity